Fixed Points in Self-Similar Analysis of Time Series
Statistical Mechanics
2008-12-02 v1 Statistical Finance
Abstract
Two possible definitions of fixed points in the self-similar analysis of time series are considered. One definition is based on the minimal-difference condition and another, on a simple averaging. From studying stock market time series, one may conclude that these two definitions are practically equivalent. A forecast is made for the stock market indices for the end of March 1998.
Cite
@article{arxiv.cond-mat/9803059,
title = {Fixed Points in Self-Similar Analysis of Time Series},
author = {S. Gluzman and V. I. Yukalov},
journal= {arXiv preprint arXiv:cond-mat/9803059},
year = {2008}
}
Comments
1 file, 6 pages, LaTex